Everything else is ultimately merely details -- significant details, but variants on that theme. index.php is the controller, the menu method determins what the "present page" is, and a lot of occasions get fired along the way of building that page. Plugin modules can hook into those occasions and change the work flow/provide additional information/etc. That is also part of the reason a lot of Drupal resources concentrate on making modules. Without modules, Drupal does not really DO something other than say, 'Some one asked for a page! Does this exist? No? OK, I'll serve up a 404.'